Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51666.21 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48467.15 Kr¶

PnL: ---------------------------------------> -620.42 Kr¶

DD now: ---------------------------------> -0.536 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 10:23:08.953182'

Anic Portfolio¶

Today¶

Return: 0.052 %¶

This Week¶

Return: 8.709 %¶

Total¶

Return: 69.142 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.290000 804.000000 131.000000 19.470000 673.000000
Nordea Bank Abp 29 0.900000 3563.520000 109.520000 3.170000 3453.999992
HEBA B 70 2.360000 2737.000000 101.000000 3.830000 2636.000010
SAAB B 8 1.260000 3460.000000 83.000000 2.460000 3377.000000
Swedbank A 3 2.000000 613.200000 49.200000 8.720000 564.000000
Resurs Holding 22 1.330000 619.520000 45.520000 7.930000 573.999998
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 0.850000 596.400000 39.400000 7.070000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.210000 388.300000 33.300000 9.380000 355.000000
Intrum 4 1.740000 548.800000 21.800000 4.140000 527.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
OEM International B 7 0.650000 546.000000 18.000000 3.410000 527.999997
Eastnine 4 0.640000 504.000000 13.000000 2.650000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.010000 577.800000 7.800000 1.370000 570.000000
Coor Service Management Hold. 8 0.820000 538.400000 6.400000 1.200000 532.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.360000 250.560000 4.560000 1.850000 246.000000
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Boozt 12 1.400000 1653.600000 -0.400000 -0.020000 1653.999996
Handelsbanken A 5 0.230000 545.500000 -0.500000 -0.090000 546.000000
Midsona B 63 0.770000 579.600000 -3.400000 -0.580000 582.999984
Corem Property Group B 59 1.520000 572.300000 -4.700000 -0.810000 576.999999
Fasadgruppen Group 38 -0.730000 4134.400000 -6.600000 -0.160000 4140.999992
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 1.920000 509.470000 -24.530000 -4.590000 533.999999
International Petroleum Corp. 5 0.090000 563.000000 -31.570000 -5.310000 594.565215
Essity B 2 -0.770000 541.200000 -32.800000 -5.710000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -0.730000 1084.000000 -65.000000 -5.660000 1149.000000
OX2 22 5.160000 1861.200000 -127.800000 -6.430000 1989.000002
Beijer Electronics Group 27 -1.620000 2953.800000 -130.200000 -4.220000 3083.999994
Axfood 15 -4.390000 3856.500000 -443.500000 -10.310000 4300.000005
Ovzon 64 -1.130000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48467.150000 -620.420000 -0.53552% 49087.564636

Updated:¶

'2023-02-01 10:23:22.154509'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶